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Trade: YFI/USDT/120/KCB/SSF/9369

Strategy
YFI/USDT/120/KCB/SSF/9369
Pair
YFI_USDT
Interval
2h
Score
317974
Daily Profit
0.182073
Profit Factor
1.344956
Profitability
45.762712
Streak
0.000000
Best Strategy
Training Data Length
1885.080000
Evaluation Time
2025-10-09 04:58
Expiration Time
2025-12-15 22:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343221.9601 238361.4471 104860.513 161119.6622 84528.2617 76591.4005
Total P&L (%) 343.222 238.3614 104.8605 161.1197 84.5283 76.5914
Avg Daily Profit (%) 0.1821 0.1264 0.0556 0.0509 0.0325 0.0302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94708 -59732 -67946 -322615 -251771 -186759
Profit Factor 1.345 1.4729 1.2136 1.0626 1.0622 1.0631
Total Trades 295 147 148 295 147 148
Winning Trades 135 56 79 135 56 79
Losing Trades 160 91 69 160 91 69
Profitability (%) 45.7627 38.0952 53.3784 45.7627 38.0952 53.3784
Ratio Avg Win / Avg Loss 1.594 2.3934 1.06 1.2594 1.7261 0.9285
Largest Winning Trade 131529 131529 68986 253367 253367 127257
Largest Losing Trade -34778 -25918 -34778 -122152 -122152 -82367
Avg Bars in Trades 75 63 86 75 63 86
Avg Bars in Winners 94 88 98 94 88 98
Avg Bars in Losers 58 48 73 58 48 73
Bars Traded 22186 9334 12852 22186 9334 12852
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317974 -26754 -118805 -276621 -305216 -305079
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597788000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975136541,
    "expiration_time": 1765831363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            343221.9600865856,
            238361.4470517078,
            104860.5130348776,
            161119.6622025165,
            84528.2616553937,
            76591.4005471229
        ],
        [
            343.22196,
            238.361447,
            104.860513,
            161.119662,
            84.528262,
            76.591401
        ],
        [
            0.182073,
            0.126446,
            0.055627,
            0.050929,
            0.032504,
            0.030171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94708,
            -59732,
            -67946,
            -322615,
            -251771,
            -186759
        ],
        [
            1.344956,
            1.472872,
            1.213608,
            1.062647,
            1.062238,
            1.063106
        ],
        [
            295,
            147,
            148,
            295,
            147,
            148
        ],
        [
            135,
            56,
            79,
            135,
            56,
            79
        ],
        [
            160,
            91,
            69,
            160,
            91,
            69
        ],
        [
            45.762712,
            38.095238,
            53.378378,
            45.762712,
            38.095238,
            53.378378
        ],
        [
            1.594022,
            2.393418,
            1.059986,
            1.259434,
            1.726136,
            0.928536
        ],
        [
            131529,
            131529,
            68986,
            253367,
            253367,
            127257
        ],
        [
            -34778,
            -25918,
            -34778,
            -122152,
            -122152,
            -82367
        ],
        [
            75,
            63,
            86,
            75,
            63,
            86
        ],
        [
            94,
            88,
            98,
            94,
            88,
            98
        ],
        [
            58,
            48,
            73,
            58,
            48,
            73
        ],
        [
            22186,
            9334,
            12852,
            22186,
            9334,
            12852
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317974,
            -26754,
            -118805,
            -276621,
            -305216,
            -305079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597788000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975136541,
    "expiration_time": 1765831363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)